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isPartOf:"Cowles Foundation discussion paper"
~subject:"Heteroscedasticity"
~subject:"Instrumental variables"
~subject:"Theorie"
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Heteroscedasticity
Instrumental variables
Theorie
Statistical test
57
Statistischer Test
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Estimation theory
31
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31
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16
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Phillips, Peter C. B.
12
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5
Whang, Yoon-jae
4
Yu, Jun
3
Brown, Donald J.
2
Chen, Xiaohong
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Dalla, Violetta
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1
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Cowles Foundation discussion paper
Journal of econometrics
150
Economics letters
86
Econometric reviews
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
Econometric theory
64
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
54
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
48
The econometrics journal
33
CEMMAP working papers / Centre for Microdata Methods and Practice
30
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
29
International journal of forecasting
27
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27
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25
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25
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24
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21
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19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
SFB 649 discussion paper
19
Discussion paper / Center for Economic Research, Tilburg University
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Cowles Foundation Discussion Paper
16
CESifo working papers
15
Cambridge working papers in economics
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Diskussionsbeiträge des Fachbereichs Wirtschaftswissenschaft der Freien Universität Berlin
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11
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10
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Robust testing for explosive behavior with strongly dependent errors
Lui, Yiu Lim
;
Phillips, Peter C. B.
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013464259
Saved in:
2
Robust inference on correlation under general heterogeneity
Giraitis, Liudas
;
Li, Yufei
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10014235297
Saved in:
3
Adaptive, rate-optimal testing in instrumental variables models
Breunig, Christoph
;
Chen, Xiaohong
-
2020
-
Revised June 16, 2020
Persistent link: https://www.econbiz.de/10012320549
Saved in:
4
Robust tests for white noise and cross-correlation
Dalla, Violetta
;
Giraitis, Liudas
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012062428
Saved in:
5
Uniform inference in panel autoregression
Chao, John C.
;
Phillips, Peter C. B.
-
2017
Persistent link: https://www.econbiz.de/10011647633
Saved in:
6
A note on optimal inference in the linear IV model
Andrews, Donald W. K.
;
Marmer, Vadim
;
Yu, Zhengfei
-
2017
-
Revised: January 30, 2017
Persistent link: https://www.econbiz.de/10011647646
Saved in:
7
Inference in near singular regression
Phillips, Peter C. B.
-
2015
Persistent link: https://www.econbiz.de/10011312307
Saved in:
8
Testing mean stability of heteroskedastic time series
Dalla, Violetta
;
Giratis, Liudas
;
Phillips, Peter C. B.
-
2015
Persistent link: https://www.econbiz.de/10011312317
Saved in:
9
Optimal uniform convergence rates for sieve nonparametric instrumental variables regression
Chen, Xiaohong
;
Christensen, Timothy M.
-
2013
Persistent link: https://www.econbiz.de/10010199075
Saved in:
10
Testing for multiple bubbles : limit theory of real time detectors
Phillips, Peter C. B.
;
Shi, Shu-Ping
;
Yu, Jun
-
2013
Persistent link: https://www.econbiz.de/10010190205
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